[R-SIG-Finance] books on financial data and R

davidr at rhotrading.com davidr at rhotrading.com
Mon Jul 16 18:28:50 CEST 2007


How do you get around the use of finmetrics in the scripts?
(It's mentioned in a review.) What is the real link to the datasets?

Thanks,

David L. Reiner
Rho Trading Securities, LLC
550 W. Jackson Blvd #1000
Chicago, IL 60661-5704
 
312-244-4610 direct
312-244-4500 main
312-244-4501 fax
 
-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Frederick
Novomestky
Sent: Monday, July 16, 2007 10:45 AM
To: Mario Aigner-Torres; r-sig-finance at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] books on financial data and R

The Rene Carmona book which I use in my courses in Finance and Risk 
Engineering can be adapted to using R.

Best regards,

Fred

At 11:17 AM 7/16/2007, Mario Aigner-Torres wrote:
>Dear All,
>
>are any books on financial data/financial econometrics using R
available?
>
>I appreciate your kind answer.
>
>Best regards,
>
>Mario Aigner-Torres
>
>         [[alternative HTML version deleted]]
>
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Frederick Novomestky, Ph.D.
Novomestky Associates LLC
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